+102.1%
EWW vs VT
+374.2%
-272.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | +0.4% | -0.3% | -0.3% |
| 30D | -0.1% | +1.0% | -1.1% | -1.1% |
| 3M | +0.5% | +2.4% | -1.9% | -2.0% |
| 6M | -0.2% | +12.0% | -12.2% | -11.1% |
| YTD | +12.2% | +15.3% | -3.2% | -3.0% |
| 1Y | +25.7% | +22.6% | +3.1% | +2.0% |
| 3Y | +38.6% | +74.7% | -36.0% | -22.3% |
| 5Y | +79.2% | +66.1% | +13.0% | +4.3% |
| 10Y | +93.6% | +225.0% | -131.4% | -44.1% |
| All | +102.1% | +374.2% | -272.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling